+96.0%
MMM vs VRSK
-26.6%
+122.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -3.2% | -7.7% | +4.5% | -2.3% |
| 30D | -10.7% | -2.8% | -7.9% | -10.4% |
| 3M | +4.3% | -3.7% | +8.0% | +4.5% |
| 6M | +5.9% | -12.8% | +18.7% | +7.8% |
| YTD | +3.2% | -21.0% | +24.1% | +7.8% |
| 1Y | +8.0% | -32.5% | +40.5% | +18.4% |
| All | +96.0% | -26.6% | +122.6% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VRSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling